Preheat oven to 375 degrees and coat a long baking dish with cooking spray. Pat fish dry with a paper towel and place in a single layer in baking dish. In a small saucepan melt butter over medium heat. Add flour and cook for one minute. Add half & half, lemon pepper and bring to a boil, stirring constantly until thickened. Spoon mixture over fillets. Bake for 10 minutes. Remove fish from oven and sprinkle with cheese, continue baking for 10 minutes more or until fish flakes easily with a fork.